3.II.25I

Applied Probability | Part II, 2005

Consider an M/G/r/0\mathrm{M} / \mathrm{G} / r / 0 loss system with arrival rate λ\lambda and service-time distribution FF. Thus, arrivals form a Poisson process of rate λ\lambda, service times are independent with common distribution FF, there are rr servers and there is no space for waiting. Use Little's Lemma to obtain a relation between the long-run average occupancy LL and the stationary probability π\pi that the system is full.

Cafe-Bar Duo has 23 serving tables. Each table can be occupied either by one person or two. Customers arrive either singly or in a pair; if a table is empty they are seated and served immediately, otherwise, they leave. The times between arrivals are independent exponential random variables of mean 20/320 / 3. Each arrival is twice as likely to be a single person as a pair. A single customer stays for an exponential time of mean 20 , whereas a pair stays for an exponential time of mean 30 ; all these times are independent of each other and of the process of arrivals. The value of orders taken at each table is a constant multiple 2/52 / 5 of the time that it is occupied.

Express the long-run rate of revenue of the cafe as a function of the probability π\pi that an arriving customer or pair of customers finds the cafe full.

By imagining a cafe with infinitely many tables, show that πP(N23)\pi \leqslant \mathbb{P}(N \geqslant 23) where NN is a Poisson random variable of parameter 7/27 / 2. Deduce that π\pi is very small. [Credit will be given for any useful numerical estimate, an upper bound of 10310^{-3} being sufficient for full credit.]

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